Replication code for Kubitza, Pelizzon, and Getmansky Sherman: "Loss Sharing in Central Clearinghouses: Winners and Losers" published in the Review of Asset Pricing Studies (2023).

The code in this folder creates the figures from the paper. It was executed using MATLAB R2022a.

The main files are Figure_2.m, Figure_3.m, and Figure_4.m. 
Calibration.m and Create_core_periphery_network.m are auxiliary files. 